+71.1%
TECK vs ADVB
-88.3%
+159.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -0.3% | -3.8% | +3.4% | -0.3% |
| 30D | +4.6% | +17.6% | -13.0% | +4.2% |
| 3M | +2.8% | +119.1% | -116.3% | +1.0% |
| 6M | +24.9% | +103.4% | -78.5% | +21.5% |
| YTD | +44.7% | +59.8% | -15.1% | +41.6% |
| 1Y | +112.0% | +8.5% | +103.4% | +107.8% |
| All | +71.1% | -88.3% | +159.5% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling